Revised Simplex Method
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Matrix representation
• An LP with n decision variables and m
constraints can be written as
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Matrix representation – basic and
non-basic
• Alternatively, the LP can be written as:
• Where the subscripts “B” and “N” denote basic and non-basic
variables respectively. 3
Example 1
• Find the matrix elements for the following LP
at (0,0)
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Matrix representation - continued
• Solving for 𝑥𝐵 in gives:
• The LP can be written as:
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Tableau representation in matrix form
• The simplex tableau in matrix from is given as
follows:
𝑍 𝐗𝐵 𝐗𝑁 RHS
1 0 𝐜𝐵 𝐁 −1 𝐍 − 𝐜𝑁 𝐜𝐵 𝐁 −1 𝐛
𝐗𝐵 𝐈 𝐁 −1 𝐍 𝐁 −1 𝐛
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Tableau representation in matrix form
𝑍 𝐗𝐵 𝐗𝑁 RHS
1 0 𝐜𝐵 𝐁 −1 𝐍 − 𝐜𝑁 𝐜𝐵 𝐁 −1 𝐛
𝐗𝐵 𝐈 𝐁 −1 𝐍 𝐁 −1 𝐛
• Recall that each iteration of the simplex
method allows a non-basic variable (the
entering variable) to increase from zero until
one of the basic variables (the leaving
variable) hits zero.
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Tableau representation in matrix form
𝑍 𝐗𝐵 𝐗𝑁 RHS
1 0 𝐜𝐵 𝐁 −1 𝐍 − 𝐜𝑁 𝐜𝐵 𝐁 −1 𝐛
𝐗𝐵 𝐈 𝐁 −1 𝐍 𝐁 −1 𝐛
• Let Nj be the jth column of N, and Vi be the ith component of vector
V. Then, an iteration of the simplex method, with xj being the
entering variable and xi being basic variables, can be represented
by the following equations:
• where the superscripts “0” and “new” denote the current solution
and the new solution generated by the next iteration.
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Choosing entering and leaving variables
𝑍 𝐗𝐵 𝐗𝑁 RHS
1 0 𝐜𝐵 𝐁 −1 𝐍 − 𝐜𝑁 𝐜𝐵 𝐁 −1 𝐛
𝐗𝐵 𝐈 𝐁 −1 𝐍 𝐁 −1 𝐛
• For a max problem, we choose the entering variable, xk, s.t.
• The leaving variable is xr s.t.
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Complete steps
• Step 0. Determine a starting basic feasible solution with
basis .
• Step 1. Evaluate 𝐁 −1
• Step 2. Compute (zj − cj) for all nonbasic variables. If (zj − cj)
≥0 for a maximization problem (≤ 0 for a minimization),
then stop. The optimal solution is 𝑥𝐵 = 𝐁 −1 𝐛, 𝑍 =
𝐜𝐵 𝐁 −1 𝐛. Else, determine the entering variable, xk, and go
to step 3
• Step 3. Compute B-1Nk . If all elements of B-1Nk ≤ 0, then
stop, the solution is unbounded. Else, compute B-1b and
determine the leaving variable, xr.
• Step 4. Determine the new basis, Wnew = W {xk} − {xr}.
Set W = Wnew, and go to Step 1.
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Example 2
• Solve the following LP using the revised
simplex method:
• For a max problem, we choose the entering variable,
xk, s.t.
• The leaving variable is xr s.t.
𝑍 𝐗𝐵 𝐗𝑁 RHS
1 0 𝐜𝐵 𝐁 −1 𝐍 − 𝐜𝑁 𝐜𝐵 𝐁 −1 𝐛
𝐗𝐵 𝐈 𝐁 −1 𝐍 𝐁 −1 𝐛
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Example 3
• Show that the optimal solution has the variables 𝑥2 , 𝑥3 , 𝑆3 as
basis.
• What is the corresponding optimal solution?
• Write the optimal simplex tableau.
𝑍 𝐗𝐵 𝐗𝑁 RHS
1 0 𝐜𝐵 𝐁 −1 𝐍 − 𝐜𝑁 𝐜𝐵 𝐁 −1 𝐛
𝐗𝐵 𝐈 𝐁 −1 𝐍 𝐁 −1 𝐛
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Finding 𝐁 −1 from the tableau
• 𝐁 −1 can be found under the initial entering
variables (initial basis) in the tableau
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Note
The inverse of
a b
B is
c d
1 d b
B 1
ad bc c a
(This inverse exists only if ad − bc 0.)
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